alpha101, alpha191, alphalens, backtrader, 量化研究
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Updated
Apr 14, 2023 - Jupyter Notebook
#
alphalens
Here are 5 public repositories matching this topic...
Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial engineering report. Steps include factor data collection and preprocessing, factor combination, portfolio optimization and risk return analysis.
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Oct 11, 2022 - Jupyter Notebook
📈This repo describes a framework that leverages sentiment stability of a financial 10-K report as the trading signal (alpha factor)
portfolio sharpe-ratio cosine-similarity factor-returns alpha-factors nlp-analysis factor-data alphalens turnover-analysis factor-rank-autocorrelation
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Dec 4, 2020 - Jupyter Notebook
📈This repo describes a framework that leverages sentiment stability of a financial 10-K report as the trading signal (alpha factor)
sharpe-ratio cosine-similarity factor-returns alpha-factors portfolo nlp-analysis factor-data alphalens turnover-analysis factor-rank-autocorrelation
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Updated
Jun 22, 2022 - Jupyter Notebook
🔬 Professional quantitative factor analysis framework built on Alphalens methodology - comprehensive IC analysis, factor evaluation, and performance attribution with visualization tools
python finance quant quantitative-finance factor-analysis risk-management portfolio-analysis alphalens
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Updated
Sep 2, 2025 - Python
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